CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 29-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1960 |
1.1994 |
0.0034 |
0.3% |
1.1946 |
| High |
1.2014 |
1.2080 |
0.0066 |
0.5% |
1.2080 |
| Low |
1.1953 |
1.1991 |
0.0038 |
0.3% |
1.1922 |
| Close |
1.2008 |
1.2076 |
0.0068 |
0.6% |
1.2076 |
| Range |
0.0062 |
0.0089 |
0.0028 |
44.7% |
0.0158 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.5% |
0.0000 |
| Volume |
129,545 |
172,363 |
42,818 |
33.1% |
482,690 |
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2316 |
1.2285 |
1.2124 |
|
| R3 |
1.2227 |
1.2196 |
1.2100 |
|
| R2 |
1.2138 |
1.2138 |
1.2092 |
|
| R1 |
1.2107 |
1.2107 |
1.2084 |
1.2122 |
| PP |
1.2049 |
1.2049 |
1.2049 |
1.2056 |
| S1 |
1.2018 |
1.2018 |
1.2067 |
1.2033 |
| S2 |
1.1960 |
1.1960 |
1.2059 |
|
| S3 |
1.1871 |
1.1929 |
1.2051 |
|
| S4 |
1.1782 |
1.1840 |
1.2027 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2498 |
1.2444 |
1.2162 |
|
| R3 |
1.2341 |
1.2287 |
1.2119 |
|
| R2 |
1.2183 |
1.2183 |
1.2104 |
|
| R1 |
1.2129 |
1.2129 |
1.2090 |
1.2156 |
| PP |
1.2026 |
1.2026 |
1.2026 |
1.2039 |
| S1 |
1.1972 |
1.1972 |
1.2061 |
1.1999 |
| S2 |
1.1868 |
1.1868 |
1.2047 |
|
| S3 |
1.1711 |
1.1814 |
1.2032 |
|
| S4 |
1.1553 |
1.1657 |
1.1989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2080 |
1.1893 |
0.0187 |
1.5% |
0.0059 |
0.5% |
98% |
True |
False |
124,382 |
| 10 |
1.2080 |
1.1829 |
0.0251 |
2.1% |
0.0063 |
0.5% |
98% |
True |
False |
166,195 |
| 20 |
1.2080 |
1.1797 |
0.0283 |
2.3% |
0.0065 |
0.5% |
99% |
True |
False |
127,564 |
| 40 |
1.2080 |
1.1649 |
0.0431 |
3.6% |
0.0068 |
0.6% |
99% |
True |
False |
64,855 |
| 60 |
1.2080 |
1.1649 |
0.0431 |
3.6% |
0.0068 |
0.6% |
99% |
True |
False |
43,409 |
| 80 |
1.2214 |
1.1649 |
0.0565 |
4.7% |
0.0071 |
0.6% |
76% |
False |
False |
32,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2458 |
|
2.618 |
1.2313 |
|
1.618 |
1.2224 |
|
1.000 |
1.2169 |
|
0.618 |
1.2135 |
|
HIGH |
1.2080 |
|
0.618 |
1.2046 |
|
0.500 |
1.2035 |
|
0.382 |
1.2024 |
|
LOW |
1.1991 |
|
0.618 |
1.1935 |
|
1.000 |
1.1902 |
|
1.618 |
1.1846 |
|
2.618 |
1.1757 |
|
4.250 |
1.1612 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2062 |
1.2052 |
| PP |
1.2049 |
1.2029 |
| S1 |
1.2035 |
1.2005 |
|